NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
77.48 |
76.78 |
-0.70 |
-0.9% |
84.55 |
| High |
80.58 |
78.99 |
-1.59 |
-2.0% |
85.75 |
| Low |
77.36 |
76.30 |
-1.06 |
-1.4% |
80.25 |
| Close |
77.51 |
76.78 |
-0.73 |
-0.9% |
80.47 |
| Range |
3.22 |
2.69 |
-0.53 |
-16.5% |
5.50 |
| ATR |
2.14 |
2.18 |
0.04 |
1.8% |
0.00 |
| Volume |
13,799 |
12,804 |
-995 |
-7.2% |
66,626 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.43 |
83.79 |
78.26 |
|
| R3 |
82.74 |
81.10 |
77.52 |
|
| R2 |
80.05 |
80.05 |
77.27 |
|
| R1 |
78.41 |
78.41 |
77.03 |
78.13 |
| PP |
77.36 |
77.36 |
77.36 |
77.21 |
| S1 |
75.72 |
75.72 |
76.53 |
75.44 |
| S2 |
74.67 |
74.67 |
76.29 |
|
| S3 |
71.98 |
73.03 |
76.04 |
|
| S4 |
69.29 |
70.34 |
75.30 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.66 |
95.06 |
83.50 |
|
| R3 |
93.16 |
89.56 |
81.98 |
|
| R2 |
87.66 |
87.66 |
81.48 |
|
| R1 |
84.06 |
84.06 |
80.97 |
83.11 |
| PP |
82.16 |
82.16 |
82.16 |
81.68 |
| S1 |
78.56 |
78.56 |
79.97 |
77.61 |
| S2 |
76.66 |
76.66 |
79.46 |
|
| S3 |
71.16 |
73.06 |
78.96 |
|
| S4 |
65.66 |
67.56 |
77.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.75 |
76.30 |
9.45 |
12.3% |
2.44 |
3.2% |
5% |
False |
True |
13,027 |
| 10 |
89.33 |
76.30 |
13.03 |
17.0% |
2.65 |
3.5% |
4% |
False |
True |
15,149 |
| 20 |
93.14 |
76.30 |
16.84 |
21.9% |
2.08 |
2.7% |
3% |
False |
True |
12,832 |
| 40 |
93.14 |
76.30 |
16.84 |
21.9% |
1.56 |
2.0% |
3% |
False |
True |
10,420 |
| 60 |
93.14 |
76.30 |
16.84 |
21.9% |
1.47 |
1.9% |
3% |
False |
True |
8,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.42 |
|
2.618 |
86.03 |
|
1.618 |
83.34 |
|
1.000 |
81.68 |
|
0.618 |
80.65 |
|
HIGH |
78.99 |
|
0.618 |
77.96 |
|
0.500 |
77.65 |
|
0.382 |
77.33 |
|
LOW |
76.30 |
|
0.618 |
74.64 |
|
1.000 |
73.61 |
|
1.618 |
71.95 |
|
2.618 |
69.26 |
|
4.250 |
64.87 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.65 |
80.09 |
| PP |
77.36 |
78.98 |
| S1 |
77.07 |
77.88 |
|